+4,494.7%
ADSK vs ROK
+15,563.1%
-11,068.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.3% |
| 7D | -14.5% | +0.2% | -14.7% | -14.6% |
| 30D | -19.3% | -1.8% | -17.5% | -18.8% |
| 3M | -7.8% | -7.2% | -0.6% | -5.8% |
| 6M | -20.8% | +14.2% | -34.9% | -27.3% |
| YTD | -30.2% | +10.6% | -40.8% | -35.3% |
| 1Y | -36.5% | +25.9% | -62.4% | -44.8% |
| 3Y | -5.7% | +50.8% | -56.5% | -27.6% |
| 5Y | -28.2% | +47.0% | -75.2% | -44.6% |
| 10Y | +209.1% | +354.9% | -145.8% | +39.5% |
| All | +4,494.7% | +15,563.1% | -11,068.3% | +418.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ROK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling